Seismic changes hit fund derivatives


The global squeeze on bank balance sheets is having a knock-on effect among fund derivatives providers who repackage funds of funds and add leverage for the benefit of their institutional and high net worth clients.

The provision of leverage, which could typically equal two to four times the equity investment in a fund of funds, is a crucial part of the business. But it is also something that credit committees at some institutions have been demanding is scaled back.

Some important players have

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here